+38.0%
PBR vs LDOS
-31.1%
+69.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.6% |
| 7D | -9.1% | -1.3% | -7.8% | -9.1% |
| 30D | -29.9% | +10.1% | -40.0% | -30.1% |
| 3M | +2.3% | -4.7% | +7.0% | +2.0% |
| 6M | -10.9% | +5.6% | -16.5% | -10.9% |
| YTD | +56.9% | -25.1% | +82.0% | +53.2% |
| 1Y | +38.0% | -31.7% | +69.7% | +42.2% |
| All | +38.0% | -31.1% | +69.1% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling